Sand to final courseness (I go up to MM12000 but others stop anywhere between there and 600). With the lathe running on SLOW apply a couple of coats of thin. You can use accelerator here but I don't. If you do, wait several minutes for it to evaporate before the next step.
Now for the top coats. You can use medium or thick CA. If you use medium you will need more coats but (for me at least) it is easier to get the medium smooth than the thick.
Using an applicator of some sort (paper towels, plastic bags, delrin sheets, your choice) put 4-5 drops of CA onto your applicator and wipe across one 1/2 of your blank in a smooth continuous pass. The goal is to get the glue evenly spread without too many "waves". Sometimes I will dribble extra CA on the top of the blank with the applicator on the bottom.
Let that dry and/or apply light misting of accelerator. (same caveat as before)
If you have bumps/ridges, sand down the high spots without hitting the low spots. A sanding block helps here. I don't take this all the way to MM12000, I usually stop around 4000.
Apply your second coat the same way as the first. Sand.
one more time. Sand, this time going all the way to MM12000.
Polish. I use flitz metal polish. Others use brasso. Others use auto polishing compound. A couple of drops on a microfiber cloth and lathe on high speed. When you are done you will have a glass smooth, glass clear finish on your pen.
GK
(That is my method. The number of different methods is nearly equal to the number of members of IAP.)